Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,35% | 10,04 CHF | 10,08 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 79 577 CHF | 79 857 CHF | 100,00% | 100,00% |
14/08/2024 | 0,35% | 9,91 CHF | 9,95 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 86 940 CHF | 87 246 CHF | 100,00% | 100,00% |
13/08/2024 | 0,36% | 9,56 CHF | 9,59 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 75 103 CHF | 75 375 CHF | 100,00% | 100,00% |
12/08/2024 | 0,36% | 9,69 CHF | 9,73 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 77 866 CHF | 78 147 CHF | 100,00% | 100,00% |
09/08/2024 | 0,37% | 10,13 CHF | 10,16 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 80 270 CHF | 80 566 CHF | 100,00% | 100,00% |
08/08/2024 | 0,40% | 9,69 CHF | 9,73 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 74 232 CHF | 74 527 CHF | 100,00% | 100,00% |
07/08/2024 | 0,33% | 9,95 CHF | 9,98 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 88 008 CHF | 88 296 CHF | 100,00% | 100,00% |
06/08/2024 | 0,36% | 9,36 CHF | 9,40 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 81 907 CHF | 82 198 CHF | 100,00% | 100,00% |
02/08/2024 | 0,37% | 10,05 CHF | 10,09 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 82 918 CHF | 83 226 CHF | 100,00% | 100,00% |
30/07/2024 | 0,33% | 10,85 CHF | 10,88 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 87 564 CHF | 87 853 CHF | 100,00% | 100,00% |